This paper presents a simple solution to the optimal unbiased reduced-order filtering problem for linear time-variant multivariable continuous system with Moore-Penrose inverse matrix approach. The order of these filters is equal to the dimension r of the vector to be estimated. Necessary and sufficient conditions for existence of the obtained filter are given.
Key words Linear system unbiased filter reduced-order filter continuous-time stability.

RightsCopyright @2005 by ITS Library. This publication is protected by copyright and permission should be obtained from the ITS Library prior to any prohibited reproduction, storage in a retrievel system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise. For information regarding permission(s), write to ITS Library